Stabilisation in distribution by delay feedback control for hybrid stochastic differential equations

You, Surong and Hu, Liangjian and Lu, Jianqiu and Mao, Xuerong (2021) Stabilisation in distribution by delay feedback control for hybrid stochastic differential equations. IEEE Transactions on Automatic Control. ISSN 0018-9286

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    Abstract

    This paper is concerned with the design of a feedback control based on past states in order to make a given unstable hybrid stochastic differential equation (SDE) to be stable in distribution (stabilisation in distribution). This is the first paper in this direction. Under the global Lipschitz condition on the coefficients of the given unstable hybrid SDE, we will show that the stabilisation in distribution can be achieved by linear delay feedback controls. In particular, we discuss how to design the feedback controls in two structure cases: state feedback and output injection.

    ORCID iDs

    You, Surong, Hu, Liangjian, Lu, Jianqiu and Mao, Xuerong ORCID logoORCID: https://orcid.org/0000-0002-6768-9864;